Descriptive Statistics Library (22)

Statistical Tests (7)¶

Short Description	Function
Kolmogorov-Smirnov test of two distributions	`stat.test.kolmogorov`
Compute residual of a fit	`stat.test.residual`
Compute the pull of a fit	`stat.test.pull`
Compute the Mahalanobis of a fit	`stat.test.mahalanobis`
Update a cumulative χ2 calculation	`stat.test.updateChi2`
Compute the reduced χ2	`stat.test.reducedChi2`
Compute the χ2 probability	`stat.test.chi2Prob`

Short Description	Function
Incremental count, mean, and/or variance	`stat.sample.update`
Incremental covariance matrix	`stat.sample.updateCovariance`
Incremental count, mean, and/or variance in a window	`stat.sample.updateWindow`
Exponentially weighted moving average (EWMA)	`stat.sample.updateEWMA`
Doubly exponential average with trend	`stat.sample.updateHoltWinters`
Triply exponential average: trend and period	`stat.sample.updateHoltWintersPeriodic`
Make one forecast from a Holt-Winters state	`stat.sample.forecast1HoltWinters`
Make many forecasts from a Holt-Winters state	`stat.sample.forecastHoltWinters`
Fill a histogram	`stat.sample.fillHistogram`
Fill a two-dimensional histogram	`stat.sample.fillHistogram2d`
Fill a counter/categorical histogram	`stat.sample.fillCounter`
Maintain a top-N list	`stat.sample.topN`

Short Description	Function
Historical record of triggered events	`stat.change.updateTrigger`
Simple difference over uncertainty	`stat.change.zValue`
Cumulative sum	`stat.change.updateCUSUM`